System and method for portfolio generation based on fast genetic algorithm

• Main Authors: ALIAGA-DIAZ, ROGER, RENZI-RICCI GIULIO, AHLUWALIA, HARSHDEEP
• Format: Patent
• Language: Chinese; English
• Published: 07.06.2022
• Subjects: CALCULATING; COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS; COMPUTING; COUNTING; PHYSICS

Systems and methods for computerized portfolio generation based on artificial intelligence. For example, a genetic algorithm may be used to determine an optimal portfolio assignment. In one embodiment, a method is disclosed. The method includes receiving an electronic request for portfolio generation, the request including constraint data and risk tolerance data, retrieving performance and return data relating to available investments, generating a set of portfolio based on the performance and return data, filtering the generated portfolio based on the received constraint data, and generating a set of portfolio based on the filtered portfolio. To determine a filtered set of portfolios of investment. The method further includes, for each portfolio of the filtered set of portfolios, calculating a plurality of rewards for the portfolio using a genetic algorithm, and calculating an expected utility score for each portfolio based on the received risk tolerance data. The method also includes outputting an investmen